Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47372.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45977.85 Kr¶

PnL: ---------------------------------------> -910.72 Kr¶

DD now: ---------------------------------> -2.585 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:26:51.245272'

Anic Portfolio¶

Today¶

Return: -1.207 %¶

This Week¶

Return: -1.127 %¶

Total¶

Return: 55.086 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.380000 2779.000000 143.000000 5.420000 2636.000010
Beijer Electronics Group 26 -1.180000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 0.180000 391.600000 36.600000 10.310000 355.000000
SAAB B 8 0.120000 3411.200000 34.200000 1.010000 3377.000000
Corem Property Group B 59 -1.900000 610.650000 33.650000 5.830000 576.999999
AcadeMedia 12 -3.640000 585.120000 28.120000 5.050000 557.000004
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
Resurs Holding 22 -1.550000 599.940000 25.940000 4.520000 573.999998
HMS Networks 2 -2.810000 690.800000 17.800000 2.640000 673.000000
Swedbank A 3 -0.440000 578.550000 14.550000 2.580000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.170000 532.700000 4.700000 0.890000 527.999997
Boozt 12 -2.260000 1658.400000 4.400000 0.270000 1653.999996
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Nordea Bank Abp 29 0.070000 3456.800000 2.800000 0.080000 3453.999992
Intrum 4 -3.150000 528.200000 1.200000 0.230000 527.000000
Creaspac SPAC 6 -0.420000 573.000000 -4.000000 -0.690000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Essity B 2 -1.250000 553.600000 -20.400000 -3.550000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -1.380000 510.250000 -23.750000 -4.450000 533.999999
Essity A 4 -1.950000 1108.000000 -41.000000 -3.570000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
Axfood 13 -0.360000 3569.800000 -186.200000 -4.960000 3756.000001
OX2 18 -2.920000 1405.800000 -258.200000 -15.520000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45977.850000 -910.720000 -2.58497% 46888.564618

Updated:¶

'2023-01-25 15:27:03.833802'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶